IT0005137549

Lyfecycle: Post-Strike |  Fair Value: Sign-in

ALETTI Equity Protection Cap DDAXK Index 90 - 16.10.2020

N° 25 of 85 Equity Protection in Italy |  Probability of 57.75% to outperform BTP learn more

Summary

This is an Equity Protection Cap paying in Euro issued by Banca Aletti Spa with strike date at 12/29/2015 and maturing at 10/16/2020. It is linked to the performances of DivDAX Index. The product will pay the maximum between the capital protection of 90% and the capital protection plus the underlying performance up to a cap of 127%. The underlying performance is the difference between the final reference price and the protection level

 Key Investment Document (KID)


Product Sheet

Free Sign-in to view contract terms.

 Basic Risk-Return


Forward Annualized and total return vs volatility and semideviation

Free Sign-in to view daily updated expected annualized and total return, volatility and semideviation.

Risk-Return Map

Interactive risk-reward trade-off map in which is possibile to compare this product w.r.t. other products issued in the same market.


Sign-in to start.

 Probabilistic Comparative Returns

Detailed comparison of this product performance with the market banchmark, a domestic bond with the same maturity of the product.


Sign-in to start.


 Early Redemption and Barriers

Find below the probability of early redemption on the next observation, the probability of losing the capital protection and the expected returns conditioned to these events.


Sign-in to start.

 Tail Risk

Here the expected return of the product conditional upon the occurence of extreme events whose probability of occurence is equal to 1% and 5%.


Sign-in to start.



 Similar Products



 More options and tools

  • Need more detailed information including backtesting, what-if analysis, greeks or the Fairmat independent quantitative report? Request an on-demand analytics.
  • Want to assess a custom product similar to this one? Clone this product and modify it.
  • Want to Find, Compare and Rank Similar Products?  Sign-in to access the  Products Ranking And Comparison Tools.

This product have been mapped on /Italy/2015 and have been modelled using the template /Structured Products/Equity Protection



Disclaimer: this product sheet has been created by Fairmat Srl and its partners using public available information, hence it represents our interpretation of the product. The information displayed in this page does not represent any recommendation to buy or sell the displayed product.